Intro to Math Modeling Math 263 - ODE for Engineers Lecture 1 - 1/9/18

Abstract
In today’s lecture we discuss mathematical modeling in the context of natural sciences. The goal is to
derive a class of mathematical models which will lead naturally into the study of Differential Equations.

1 Mathematical Models
An important step in the scientific and engineering process is the construction of a Mathematical Model.
A mathematical model is fundamentally an attempt to formalize the patterns and regularity observed in
the context of a scientific and engineering problem. In many applications a math model is formulated using
either continuous mathematics or discrete mathematics. Morevoer the model may reflect either a
stochastic process or deterministic process. Immediately prior to constructing a mathematical model,
scientists and engineers formulate many concepts which qualitatively describe the phenomenon they are
studying. For example many scientific and engineering systems demonstrate properties akin to equilibrium,
diffusion, reaction, flow/transport, vibrations/oscillations, control and dispersion. Of course this list is not
exhasutive, but these particular properties of a system have been modeled with much success using a class
of mathematical models collectively known as Differential Equations. The class of Differential Equations
we aim to study arise in the modeling of deterministic continuouss processes. Once formulated, a differential
equation can be studied mathematically (since it is a mathematical object) and conclusions may be drawn
which give insight and knowledge about the scientific and engineering problem. The final step is to verify any
predictions with physical or computational experiment. A rough flowchart below gives the essential steps in
the formulation, analysis and application of mathematical models.

Figure 1: Outline of Mathematical Modeling

Formulation of the
Scientific/Engineering
Concept

Construction of
Mathematical Model

Apply Math Methods:

Exact Methods
Perturbative Methods
Numerical Methods
Geometric Methods

Use mathematical
results to gain insight
into the Scientific and
Engineering Problem

Testing Scientific
and Engineering
Prediction with Data

To begin our discussion we wil first attempt to understand how a scientist or engineer may go about trying
to construct a mathematical model.

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Intro to Math Modeling Math 263 - ODE for Engineers Lecture 1 - 1/9/18

Remark 1.1. Experiments have to be designed and data has to be collected to gain initial insight into
any system. The strength of the experimental apparatus and the efficiency of data collection are topics we
leave to be discussed in your Scientific and Engineering classes. Let us just remark that in many modern
experiments, data analysis algorithms play a crucial role to help scientists and engineers formulate reliable
mathematical models. The interesting point for us may be that many of the most important data analysis
tools and techniques are themselves mathematical models. Many of these models for data analysis and
visualization are discrete models, allowing for their implementation on computational devices, but it is
interesting to point out that many of the modern applications of data analysis implement known scientific
models (such as the biological theory of learning) to help design more intelligent data analysis algorithms.
In this way their is a mutually beneficial relationship between data analysis and mathematical modeling.
In any case either it be a scientist/engineer or a computational algorithm, one has to sift through the data
to find regulariteis and patterns which may be formalized and serve as a basis for the construction of inter-
esting mathematical models, which for us will be differential equations. To derive a differential equation it
is often useful to start from a general consevation law and some specific constitutive equations. For
physical systems many conservation laws are known, and for a wide variety of scientific and engineering
systems many constitutive equations have been determiend by experiment. Let us focus our attention on
two distinct models and derive some important differential equations.

The first example is a classical problem in mechanics, which is to understand the dynamics of an oscil-
lating pendulum.
Example 1.2. Consider an arbitrary point mass attached to one end of a rigid and weightless rod of length
L and the other end fixed at the origin. Consider the system initially displaced by angle θ from the vertical
direction. We would like to study its motion and dynamics. The first step will be to derive the system’s
equation of motion.

Figure 2: Swinging Pendulum

Consider the general conservation law for energy, which states that the total energy of a physical system
must always be conserved. For a mechanical system modeled by point particles and no dissipation of energy,
the conservation of energy is a statement about the conservation of the sum total of kinetic and potential
energy. Let v(t) denote the velocity of the pendulum then,
1
Kinetic Energy = mv(t)2 (1.1)
2

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Intro to Math Modeling Math 263 - ODE for Engineers Lecture 1 - 1/9/18

To understand Potential Energy, we introduce the constitutive equation modeling the force of gravity on the
surface of the Earth, with g ≈ 9.8 meters per second squared,

Fg = mg (1.2)

Let h(t) be the height above the equilibrium position (when the Pendulum is at rest), then the potental
energy is defined to be the gravitational potential energy,

Potential Energy = mgh(t) (1.3)

The total energy is defined to be,

1
Total Energy = E(t) = mv(t)2 + mgh(t) (1.4)
2
The mathematical statement of conservation of energy is that for all times the energy of the system is a
fixed constant value. Hence this implies,
d
E(t) = 0 (1.5)
dt
Since we have chosen to model our system by the single parameter, θ, we need to find mathematical expres-
sions for kinetic and potential energy in terms of θ. Since the length of the rod is fixed, the Pendulum traces
out a circular arc of length s(t),
s(t) = Lθ(t)
The velocity of the pendulum is measured by how fast the arclength is changing. We find,
d d
s(t) = L θ(t)
dt dt
Hence the kinetic energy is,
 2
1 d
mL2 θ(t)
2 dt
Moreover when the pendulum makes an angle θ with the vertical, using properties of right triangles we find
that the height above equilibrium is,
h(t) = L − L cos θ
So the total energy of the system can be written as,
 2
1 d
E(t) = mL2 θ(t) + mg (L − L cos θ) (1.6)
2 dt
Differentiating this expression with respect to time and setting it equal to zero, we find the systems equation
of motion,
d2 g
θ(t) + sin θ = 0 (1.7)
dt2 L
The second example models the growth of bacteria in a controlled environment called a Chemostat.
Example 1.3. Please refer to the uploaded pdf document on mycourses explaining the mathematical model
of bacteria growth in a chemostat. In this case the conclusion is that we arrive at a system of differential
equations.

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Intro to Math Modeling Math 263 - ODE for Engineers Lecture 1 - 1/9/18

Having now derived a couple of differential equations from conservation and constitutive equations, we can
now begin to undertake a systematic understanding of various types of differential equations. The next
order of business will be to mathematically define a differential equation and then to understand in a more
mathematical way what it means to solve a differential equation. What is clear from the outset is that
problems in science and engineering lead to many different types of differential equations, and it will be our
job to first identify some important classes of equations and then to develop systematic tools that will help
us solve these equations.

2 Suggested Problems
Question 1. Section 1.1 - 21a, 22, 23, 24a, 25a ; Section 1.3 - 29, 31

Question 2. Consider the ideal Spring-Mass system with spring constant k

Figure 3: Spring-Mass System

Suppose we compress/stretch the point mass a distance x from equilibrium and then track its oscillations.
Assuming the constitutive relationship (Hooke’s Law)

Fs = kx (2.1)

use the conservation of energy to derive the equations of motion for this system. (Hint: You will need to
derive the potential energy for the system from the physical definition of Work)